+34.5%
XLB vs NXT
+171.8%
-137.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.4% | -20.0% | +16.6% | -1.5% |
| 3M | +1.6% | -30.9% | +32.5% | +4.5% |
| 6M | +3.6% | -23.8% | +27.5% | +5.0% |
| YTD | +14.2% | -5.4% | +19.7% | +13.3% |
| 1Y | +15.6% | +28.0% | -12.5% | +10.9% |
| 3Y | +33.1% | +93.3% | -60.2% | +19.0% |
| All | +34.5% | +171.8% | -137.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling